Complex Event Processing and FX market aggregation

 
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Old 07-02-2007
Complex Event Processing and FX market aggregation

Today we announced the Progress Apama FX Market Aggregation Accelerator. There is a lot of talk about algorithmic trading, but little hard discussion about the specific differences among asset classes and the styles of trading in each. We've spoken about the differences between FX, equities, fixed income, and derivatives, etc. The approach we take with our customers is to learn from experience while we work with them with specific use cases, and then generalize common best practices that can be used to address similar customer demands.
An example of this is the increased usage of algorithmic trading in FX, we have released a specific set of layered functionality foreign exchange (FX) algorithmic trading. This package includes adapters withpre-built Apama trading dashboards and foundation on top of Apama for FX algorithms. Theoffering helps both sell- and buy-side traders develop and deployhigh-frequency foreign exchange trading strategies that capitalise onproprietary trading techniques, integrating with major FX aggregators,Electronic Crossing Networks (ECNs) and direct bank connections.
More information on the news can be found here.


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flow-print(1)						      General Commands Manual						     flow-print(1)

NAME
flow-print -- Display flows in formatted ASCII. SYNOPSIS
flow-print [-hlnpw] [-d debug_level] [-f format] DESCRIPTION
The flow-print utility will display flow data in ASCII using pre-defined formats selectable with -f. Some of the less descriptive column headers are defined below Header Description ------------------------------- Sif Source Interface ifIndex. DiF Destination Interface ifIndex. Pr Protocol. P Protocol. SrcP Source Port. DstP Destination Port. Pkts Packets. Octets Octets (Bytes). Active Time in ms the flow was active. B/Pk Bytes per Packet. Ts Type of Service. Fl Flags, for TCP the cumulative or of the TCP control bits. srcAS Source AS. dstAS Destination AS. Start Start time of the flow. End End time of the flow. router_sc V7 IP address of router producing shorcuts. peer_nexthop V6 IP address of peer next hop IP address. encap i/o Version 6 only. Encapsulation size in/out duration Time in ms the flow was active. input Input Interface ifIndex. output Output Interface ifIndex. flows Number of aggregated flows. mTos V8.x ToS of pkts that exceeded the contract. xpackets V8.x Packets that exceed the contract. OPTIONS
-d debug_level Enable debugging. -f format Select format. The default is appropriate for the export type of the flow data. Available formats are: 0 1 line, interfaces, hex ports 1 2 line (includes timing and flags) 2 2 line candidate TCP syn attack flows 3 1 line, no interfaces, decimal ports 4 1 line with AS number 5 1 line, 132 column 6 show ip accounting emulation 7 1 line, 132 column +router_id 8 1 line, 132 column +encapsulation 9 1 line with tag values 10 AS aggregation 11 Protocol Port aggregation 12 Source Prefix aggregation 13 Destination Prefix aggregation 14 Prefix aggregation 15 Destination aggregation (Catalyst) 16 Source Destination aggregation (Catalyst) 17 Full Flow (Catalyst) 18 ToS AS Aggregation 19 ToS Proto Port aggregation 20 ToS Source Prefix aggregation 21 ToS Destination Prefix aggregation 22 ToS Prefix Aggregation 23 ToS Prefix Port aggregation 24 Full (Catalyst) -h Display help. -l Unbuffer output. -n Use symbolic names where appropriate. -p Display header information. -w Wide output. EXAMPLES
Display flows in flowfile flow-print < flowfile FILES
Configuration files: Symbols - /etc/flow-tools/sym/*. BUGS
None known. AUTHOR
Mark Fullmer maf@splintered.net SEE ALSO
flow-tools(1) flow-print(1)